Qcharts Data Question Maybe somebody can explain this to me. When I use 5 minute chart, I see the open and close for the day. But I change to daily charts and it looks like the open and close are different than the open and close from the 5 minute. Example: ES03M 3-24-2003 5 Min Chart - Open is 877.50 Daily - Open is about 886 I think the different is because when I hit all sessions, it opened around 886 on Sunday. Shouldn't the daily charts not include Sunday onto Monday's open? Does all data providers do this?
The ES and NQ "day" starts after regular trading - i.e., Wednesday's ES "day" was from Tuesday afternoon (after regular trading finished) until 4:15pm ET on Wednesday. If you only look at an intraday chart from 9:30am to 4:15pm, you'll miss part of the "day"